Okay! Found something that works.
Unpack it to C: or somewhere you can find it.
Start -> Run -> "cmd"
Navigate to the directory you put imagecfg in, for example:
When you're in the right directory, type:
imagecfg -a 0x1 "C:\Directory\Where\You\Insalled\GRIMFANDANGO. exe"
It'll output four lines of text, and then you're done. Turn off compatibility for GRIMFANDANGO.exe, and run the game.
Basically it sets the CPU Affinity before the game is running (since changing it in realtime doesn't help, and doesn't stick!), and saves it
. It is woot.